Dynamically configurable network gateway

ABSTRACT

A broker system dynamically adjusts data processing techniques used by a network gateway for forwarding data over a network from a client system to an exchange system based on a switch mode parameter. The broker system dynamically adjusts the network gateway from using an error-propagating data processing technique (e.g. cut-through switching) to a non-error-propagating data processing technique (e.g. store and forward switching) based on the switch mode parameter. In particular, the broker system may adjust the network gateway when a count of unsuccessfully validated protocol data units meets a threshold specified by the switch mode parameter. While using the error-propagating technique, the broker system may modify a portion of the data protocol unit corresponding to a transport layer of a network protocol used by the network when a protocol data unit is unsuccessfully validated.

CROSS REFERENCE TO RELATED APPLICATIONS

This application is a continuation of U.S. patent application Ser. No.16/794,122, filed Feb. 18, 2020, which is incorporated by reference.

FIELD OF DISCLOSURE

This disclosure generally relates to computer networking, and inparticular to dynamically adjusting a network gateway system based on aconfigurable switch mode parameter.

BACKGROUND

Network gateways rely on various techniques to receive, validate, andforward data (e.g. network data frames) from a sending system to areceiving system over a network. Exemplary techniques include store andforward switching and cut-through switching. A network gateway can avoidforwarding data containing errors by fully validating the data before itis forwarded (e.g. using store and forward switching). However, thisintroduces latency into the network. Conversely, if a network gatewaybegins forwarding data before validation is complete, the networklatency may be reduced at the cost of introducing secondary measures tohandle invalid data (e.g. using cut-through switching). Such techniquesare preferable in network environments for which it is highly desirableto achieve the lowest possible network latency, such as buying andselling securities on stock exchanges. However, in some of theseenvironments, there may be technical, regulatory, contractual, or policylimitations on the nature and scope of the allowed secondary measures.

SUMMARY

A method, system, and computer-readable storage medium are disclosed fordynamically adjusting data processing techniques used by a networkgateway for forwarding data over a network from a client system to aserver system based on a switch mode parameter. The configuration of anetwork gateway is dynamically adjusted from using an error-propagatingdata processing technique (e.g. cut-through switching) to anon-error-propagating data processing technique (e.g. store and forwardswitching) based on the switch mode parameter. In particular, theconfiguration of the network gateway may be adjusted when a count ofunsuccessfully validated protocol data units meets a threshold specifiedby the switch mode parameter. The switch mode parameter may bedynamically configured based on requirements of the client system or theserver system.

In one embodiment, the network gateway is part of a broker system andthe server is an online securities exchange (e.g. a stock exchange). Thenetwork gateway of the broker system may be configured to process databased on the requirements of the exchange system. For example, someexchange systems may enforce policies in relation to received orderswhich have been invalidated using traditional error-propagatingswitching methods, such as modifying a transmitted protocol data unitrepresenting the order (e.g. a frame in TCP/IP) such that the entireprotocol data unit will be determined invalid at the exchange system.The policies may include tracking a number of invalid protocol dataunits received at an exchange system (or at one or more switches on theway to the exchange system) and triggering preventative measures at theexchange system when the number reaches a threshold. For example, anexchange system may notify an administrator of the exchange systemresponsible for investigating network issues. To avoid increasing theinvalid count at the exchange system, when an order is invalid thebroker system modifies portions of the protocol data unit representingthe order corresponding to a transport layer of the network (e.g. thetransport layer in TCP/IP) rather than invalidating the transmittedprotocol data unit itself (e.g. the data frame corresponding to the linklayer in TCP/IP). As such, the broker system may still employ a lowerlatency, error-propagating data processing technique when forwardingdata to exchange systems which enforce such policies.

Embodiments of the disclosed method, system, and storage-medium includeconfiguring a network gateway of a broker system to forward datarepresenting a financial transaction using an error-propagating dataprocessing technique (i.e. where some data is forwarded prior to beingvalidated). The broker system receives a data protocol unit representingan order (e.g. a financial transaction) from a client sending systemintended for processing by a receiving exchange system that includestransport data (i.e. data corresponding to a transport layer of thenetwork). Using the first data processing technique, the broker systemvalidates the received data protocol unit (e.g. determines whether theclient system has sufficient funds, or the transaction does not violateany exchange restrictions). In response to determining the data protocolunit is invalid, the broker system modifies the transport data such thatthe exchange system will not attempt to process the financialtransaction (e.g. a TCP checksum will invalidate the data at thetransport layer), and additionally increments an unsuccessful validationcount. After forwarding the modified transport data to the exchangesystem using the first data processing technique, the broker systemcompares the unsuccessful validation count to a switch mode parameterincluding an unsuccessful validation threshold. In response todetermining that the unsuccessful validation count exceeds theunsuccessful validation threshold, the broker system configures thenetwork gateway to use a second, non-error-propagating data processingtechnique.

Although the embodiments disclosed herein are discussed in relation tothe exemplary case of a broker system which forwards data (e.g. orders)from a client system to an exchange system, one skilled in the art willrecognize that the same embodiments apply to any networking switchingsystem which forwards data from a sending system to a receiving systemover a network.

BRIEF DESCRIPTION OF THE DRAWINGS

FIG. 1 illustrates a networked computing environment with a brokersystem including a configurable network gateway, according to anembodiment.

FIG. 2 is a block diagram representing the configurable network gatewayof FIG. 1, according to an embodiment.

FIG. 3 illustrates a process flow for dynamically configuring a networkgateway to use multiple data processing techniques based on a switchmode parameter, according to an embodiment.

FIG. 4 is a block diagram representing a computer system suitable foruse in the networked computing environment of FIG. 1, according to oneembodiment.

DETAILED DESCRIPTION

Reference will now be made to several embodiments, examples of which areillustrated in the accompanying figures. It is noted that whereverpracticable similar or like reference numbers are used in the figures toindicate similar or like functionality. The example embodiments aredescribed in the context of a broker system sending transaction requeststo an online securities exchange (e.g. a stock exchange). However, oneskilled in the art will recognize that the disclosed techniques may beused in various contexts where data is sent from one system to anotherwhere it is desirable to balance latency with the number of instances ofdata being invalidated after a portion of it has already been forwarded.Furthermore, alternative embodiments of the structures and methods maybe employed without departing from the principles described.

Broker System Environment

FIG. 1 illustrates one embodiment of networked computing environment 100that is suitable for submitting and processing a financial transactionrequest. In the embodiment shown, environment 100 includes client system110, broker system 120, and exchange system 130, communicating overnetwork 140. While not depicted, additional client systems or exchangesystems may be included in environment 100 and may be used by serviceproviders, such as third-party entities.

Client system 110 is a computing system capable of transmitting dataover network 140 to broker system 120. Client system 110 may consist ofone or more computing devices configured to communicate with brokersystem 120 via network 140. Example computing devices include a servercomputer, a laptop computer, a desktop computer, a mobile device (e.g. aphone or tablet). In an embodiment, client system 110 is configured toexecute software operable to transmit orders to broker system 120. Forexample, client device 110 may execute software associated with brokersystem 120, such as an application facilitating the financialtransactions involving the buying and selling of securities (i.e.orders) listed on exchange system 130 using broker system 120. In thiscase, client device 110 may be associated with an investor, trader, orother third-party client of broker system 120. Orders are discussed ingreater detail below with reference to exchange system 130.

Broker system 120 is a computing system capable of transmitting databetween client system 110 and exchange system 130 via network 140.Broker system 120 includes network gateway 125 which is able to usemultiple data processing techniques to receive and transmit data betweenclient system 110 and exchange system 130. Broker system 120 mayadditionally include one or more computing devices configured totransmit from client system 110 to exchange system 130 via network 140.The term data processing technique, as used herein, refers to a computerprocess for receiving data from a sending system (e.g. client system110) intended for forwarding to a receiving system (e.g. exchange system130) and processing the data to determine if and how the data should beprovided to the receiving system. Data processing techniques includenetwork switching techniques such as cut-through switching and store andforward switching, and additionally include any processing of receiveddata such as permanent storage or deletion of data, or termination ofnetwork communication. In particular, data processing techniques may beerror-propagating or non-error-propagating. Error-propagating dataprocessing techniques do not validate all received data prior toforwarding the data, and as a result may forward (i.e. propagate)invalid data to a receiving system. An example error-propagating dataprocessing technique is cut-through switching. Conversely,non-error-propagating data processing techniques do not forward invaliddata to a receiving system. An example non-error-propagating techniqueis store and forward switching. When using an error-propagatingtechnique, broker system 120 may forward data describing a financialtransaction which violates one or more rules of the broker system 120 orthe exchange system 130 (e.g. sender has insufficient funds or issubject to sanctions, etc.). Conversely, while using anon-error-propagating technique broker system 120 may only forward datadescribing financials transactions which do not violate any rules of thebroker system 120 or the exchange system 130.

When using store and forward switching, broker system 120 stores data asit is received from client system 110 and is forwarded altogether (e.g.the entire frame) to exchange system 130 only if the data issuccessfully validated (e.g. the data passes the DMA risk checks and thedata integrity is verified). Conversely, when using cut-throughswitching, broker system 120 forwards data as it is received andsecondary measures are taken if the data is not successfully validated,such as modifying a portion of the data remaining to be forwarded suchthat it will not pass validation at the receiving system. Whilecut-through switching provides for reduced network latency, store andforward switching ensures any data received at the receiving system doesnot contain any errors.

Broker system 120 may facilitate the buying and selling of securities(e.g. stocks, futures, options, etc.) on one or more exchange systems130, or any additional client transactions provided by exchange system130 (i.e. orders). Broker system 120 may provide software to clientsystem 110 allowing client system to select and submit orders directedat exchange system 130, such as via a software application installed ona device included with client system 110, an application programminginterface (API), or any other process for facilitating networkcommunication between client device 110 and broker system 120.

Broker system 120 may validate orders while using eithererror-propagating or non-error-propagating data processing techniquesbased on various rules defined by client system 110, broker system 120,or exchange system 130. For example, broker system 120 may validateorders using standard Direct Market Access (DMA) risk checks. DMA riskchecks may be specific to client system 110, such as a quantity limit ona market order submitted by client system 110, or a limit on the pricedifferential between a market order for a given security and a currentmarket price for the same security. Additionally, DMA risk checks may bespecific to broker system 120, such as an order frequency rate limit forany given client system 110 or governmental sanctions applied tosecurities relevant to a given order.

Network gateway 125 receives and forwards data sent to broker system 120from one third party system (e.g. client system 110) to anotherthird-party system (e.g. exchange system 130) over network 140 using oneor more data processing techniques. Network gateway 125 may beimplemented as one or more hardware components of broker system 120,such as an ethernet switch or router. Network gateway 125 may beoperable to receive, modify, and transmit data corresponding to anynetwork protocol used by network 140. For example, if network 140 usesthe TCP/IP network protocols, network gateway 125 may receive data in aformat corresponding to the link layer protocol, process and modifyportions of the received data corresponding to any of the link,internet, transport, and application layer protocols, and finallyforward the data in a format corresponding to the link layer protocol.Network gateway 125 may be coupled to broker system 120 via a wired orwireless connection, and broker system 120 may communicate with networkgateway 125 to adjust or modify data processing techniques used bynetwork gateway 125. Additionally, broker system 120 may includemultiple network gateways 125.

Exchange system 130 is a computing system capable of receiving datarepresenting orders from broker system 120 sent by via network 140 andexecuting the instructions indicated by the order. The term order, asused herein, refers to data encoding instructions for executing anytransaction offered by exchange system 130. Example orders includemarket orders, limit orders, and stop orders. Exchange system 130 may bea computing system corresponding to any securities exchange, such as theNew York Stock Exchange (NYSE), the NASDAQ, the Tokyo Stock Exchange(TSE), etc. Exchange system 130 may enforce various policies in relationto the integrity of data received from broker system 120, or any otherthird-party system, in order to mitigate security risks. For example,exchange system 130 may include policies specifying criteria in relationto invalid data corresponding to one or more network communicationprotocols, such as placing a threshold on the number of received ordersoriginating from client system 110 which are invalided based on an FCS.In response to the number of received orders determined invalid based onthe FCS exceed the threshold, the exchange system 130 may initiatepreventative measures. For example, the exchange system 130 may notifyan administrator of the exchange system 130 that broker system 120 issending invalid orders. Exchange system 130 may make the criteriacorresponding to any policies available to third-party systems (e.g.client system 110 or broker system 120) and may communicate thesepolicies to third-party systems over network 140.

Network 140 comprises any combination of local area and/or wide areanetworks, using both wired and/or wireless communication systems.Network 140 may employ various communications technologies and/orprotocols. For example, network 140 may utilize communicationtechnologies such as Ethernet, 802.11, 3G, 4G, digital subscriber line(DSL), etc. The network 140 may also employ network 140 protocols forcommunicating information via the network 140. Some example protocolsmay include the internet protocol suite (TCP/IP), Ethernet/Industrialprotocol (EtherNet/IP), hypertext transport protocol (HTTP), simple mailtransfer protocol (SMTP), file transfer protocol (FTP), etc. Dataexchanged over the network 140 may be represented using any suitableformat, such as hypertext markup language (HTML) or extensible markuplanguage (XML). In some embodiments, all or some of the communicationlinks of the network 130 may be encrypted using any suitable techniqueor techniques.

In some embodiments, network 140 employs network protocols that arerepresented by a series of layers, such as the four-layer TCP/IP networkprotocol or another protocol generally conforming to the seven-layerOpen Systems Interconnection (OSI) model. The term protocol data unit,as used herein, refers to a representation of data corresponding to aparticular layer of a network protocol employed by network 140. As anexemplary case used throughout the specification, network 140 may usethe TCP/IP network protocol for transmitting data between client system110, broker system 120, and exchange system 130. The four layers of theTCP/IP protocol each have a corresponding data representation (i.e.protocol data unit), which consist of at least a header and a datapayload, where the data payload of the protocol data unit correspondingto a given layer is the protocol data unit corresponding to a layerdirectly above the given layer. Within the context of this example, aframe refers to a protocol data unit corresponding to the TCP/IP linklayer, a datagram refers to a protocol data unit corresponding to theTCP/IP network layer, and a segment is used to refer to a protocol dataunit corresponding to the TCP/IP transport layer.

In the same or different embodiments as described above, network 140employs a network protocol that includes a transport layer (e.g. thetransport layer of the OSI model or the transport layer of the TCP/IPprotocol). Although specific implementations and functions of atransport layer vary between network protocols, as used herein atransport layer is responsible for facilitating host to hostcommunication, and specifically for delivering data received at acomputer system to a destination process on the computer system (e.g. aninstance of an application on the computer system). Furthermore, thetransport layer is distinct from lower layers responsible for networknode to node communication (e.g. the TCP/IP network layer) or thetransfer of data between two directly connected nodes (e.g. the TCP/IPlink layer).

Configurable Network Gateway

FIG. 2 illustrates a block diagram 200 representing configurable networkgateway 125, according to an embodiment. Network gateway 125 includesswitch parameter configuration module 210, gateway module 220, switchmode parameter store 230, and order store 240. In various otherembodiments, broker system 120 includes additional or fewer components.Additionally, the components of network gateway 125 may performadditional or different functions, or be organized in a differentmanner, as depicted in FIG. 2 and described below.

Switch parameter configuration module 210 configures and maintains oneor more switch mode parameters corresponding to the error risk of datareceived from client system 110. A switch mode parameter may describe athreshold error tolerance of broker system 120 in relation to invaliddata received from client system 110, and furthermore may indicate whenthe data processing mode of switching module 220 should be adjusted. Inparticular, the switch mode parameter may include one or more valuesindicating a threshold number of unsuccessfully validated orders thenetwork gateway 125 will forward using one data processing techniquebefore adjusting to a different data processing technique (i.e. adifferent data processing mode). Additionally, the switch mode parametermay include one or more additional values establishing criteria inrelation to error tolerance of broker system 120. For example, theswitch mode parameter may include an unsuccessful validation ratethreshold (e.g., X unsuccessfully validated orders within Ymilliseconds). The switch mode parameter may be stored by switchparameter configuration module 210 in switch mode parameter store 230.

In some embodiments, switch parameter configuration module 210 providesa user interface for setting and modifying the switch mode parameter. Inthis case, an administrator of broker system 120 may interact with theinterface to set the switch mode parameter. The interface may bedisplayed by a component of broker system 120 (e.g. a general computingdevice) which is communicatively linked to network gateway 125. Inresponse to a user interaction with the interface, switch parameterconfiguration module 210 may update the switch mode parameter stored inswitch mode parameter store 230. For example, a system administrator mayset the unsuccessful validation threshold of the switch mode parameterto zero, such that broker system 120 will not forward orders receivedfrom client system 110 containing any errors. As another example, asystem administrator may set the unsuccessful validation threshold ofthe switch mode parameter to any positive integer value. Thus, thebroker system 120 may send some invalid orders, but the number may bemaintained under a threshold to be compliant with the policyrequirements of the exchange system 130. In one embodiment, brokersystem 120 requires that the unsuccessful validation threshold of theswitch mode parameter is set to a value within a particular range ofpositive integer values (e.g. zero to ten).

In some embodiments, switch parameter configuration module 210 generatesor modifies the switch mode parameter in response to communicationreceived from exchange system 130, or otherwise based on requirements ofexchange system 130. Exchange system 130 may provide data validationcriteria associated with an enforced data validation policy to brokersystem 120, and switch parameter configuration module 210 may modify theswitch mode parameter based on the criteria. In particular, exchangesystem 130 may provide criteria specifying a limit on how many invaliddata protocol units corresponding to one or more layers of network 140the exchange system 130 will permit. For example, if network 140 usesTCP/IP, exchange system 130 may indicate that only 5 orders from clientsystem 110 will be unsuccessfully validated based on data included inthe order corresponding to a transport layer of the network before theexchange system will reject all subsequent orders. Accordingly, switchparameter configuration module 210 may set the switch mode parametererror threshold to 4.

In some embodiments, broker system 120 receives orders from a pluralityof client systems 110 and switch parameter configuration module 210generates and modifies a unique switch mode parameter for each clientsystem 110 which sends orders through network gateway 220. In furtherembodiments, switch parameter configuration module 210 generates andmodifies a set of switch mode parameters for each client system 110,where each switch mode parameter in the set corresponds to a differentexchange system 130. In still further embodiments, switch parameterconfiguration module 210 generates and maintains a single switch modeparameter corresponding to orders received from each client system 110.The one or more switch mode parameters may be stored by switch parameterconfiguration module 210 in switch mode parameter store 230.

Gateway module 220 receives data (e.g. orders) from client system 110and forwards the data to exchange system 130 using one or more dataprocessing techniques. In particular, gateway module 220 includesvalidation module 222, cut-through module 224, and store and forwardmodule 226. Gateway module 220 may be configured to use a particulardata processing technique for data received from client system 110depending on a switch mode parameter stored in switch mode parameterstore 230. In one embodiment, gateway module 220 is configured toforward data using cut-through switching during one mode of operationand store and forward switching during another mode of operation. Forexample, gateway module 220 may automatically change from usingcut-through switching to store and forward switching when the number ofunsuccessfully validated orders received from client system 110 reachesor exceeds a threshold indicated by the switch mode parameter. Asanother example, gateway module 220 may terminate the network connectionwith client system 110 or discard any received order from client system110 if the count of unsuccessfully validated order meets the thresholdindicated by the switch mode parameter. In the same or differentembodiments, broker system 120 receives orders from a plurality ofclient systems 110. In this case, gateway module 220 may switch dataprocessing technique when the number of unsuccessfully validated ordersreceived across each of the plurality of client system 110 reaches orexceeds the threshold, as indicated by a single universal switch modeparameter. Alternatively, the gateway module 220 may track the number ofunsuccessfully validated order for each client system 110 individually(e.g. using a unique switch mode parameter for each client system 110,as described above).

In some embodiments, gateway module 220 periodically adjusts a countdescribing the number of unsuccessfully validated orders received fromclient system 110. For example, a switch mode parameter corresponding toclient system 110 may include an unsuccessful validation rate threshold,as described above in relation to switch parameter configuration module210. In this case, gateway module 220 may reset the unsuccessfulvalidation count at time intervals based on the rate indicated by theswitch mode parameter (e.g. every 10 milliseconds).

In some embodiments, gateway module 220 is configured to use aparticular data processing technique in response to communicationreceived from exchange system 130, or otherwise based on requirements ofexchange system 130. As described above in relation to switch parameterconfiguration module 210, exchange system 130 may provide criteriaspecifying a limit on how many invalid data protocol units correspondingto one or more layers of network 140 the exchange system 130 willpermit.

Validation module 222 may validate data representing orders received bynetwork gateway 125 from a third-party system (e.g. client system 110 orexchange system 130). Validation module 222 may validate data accordingto rules specified by broker system 120 or exchange system 130, such asusing on DMA risk checks, as discussed above in reference to brokersystem 120. For example, validation module 222 may verify that an orderdoes not violate any rules of broker system 120 or exchange system 130(e.g. invalid number of securities requested for a buy or sell,insufficient client funds, sanctions imposed on relevant securities,etc.). Furthermore, validation module 222 may use validation techniquescorresponding to cut-through module 224 or store and forward module 226,depending on the data processing technique gateway module 220 iscurrently configured to use. This is discussed in greater detail belowwith reference to cut-through module 224 and store and forward module226.

Validation module 222 may additionally validate the integrity of datarepresenting orders received by network gateway 125. Validation module222 may validate received data according to protocols of the network 140(e.g. TCP/IP). For example, validation module 222 may use one or moreerror detecting codes corresponding to one or more protocol data unitscontained in the received data (e.g. FCS, TCP checksums, etc.).Validation module 222 may validate the one or more error detecting codesusing data validation algorithms corresponding to a given errordetecting code and communication protocol, such as using cyclicalredundancy check for FCS at the link layer of TCP/IP. As anotherexample, validation module 222 may use a checksum algorithm (e.g. acryptographic hash function) to validate the transport layer of TCP/IP,or any additional layer which includes a checksum.

Cut-through module 224 forwards data received by gateway module 220 fromclient system 110 to exchange system 130 using cut-through switching. Inparticular, cut-through module 224 begins forwarding data received bygateway module 220 before the data has been validated by validationmodule 222. Cut-through module 224 may begin forwarding received data toexchange system 130 as soon as the destination address (e.g. the mediaaccess control (MAC) address for exchange system 130) is identified. Inother cases, cut-through module 224 may begin forwarding received datawhen certain additional criteria have been satisfied, such as athreshold number of bytes of data have been received. Cut-through module224 may validate the received data using validation module 222 as soonas requisite data for validation is received. For example, validationmodule 222 may validate an order in relation to DMA risk checks oncedata describing the financial transaction in the order are received(e.g. the relevant securities, the order size, the order price, etc.).As another example, validation module 222 may validate the integrity ofthe data representing an order upon receiving an error detecting code.If the data is determined to be invalid by validation module 222,cut-through module 224 may modify the received data in order to indicateto the exchange system 130 (which may have already received some of theinvalid data) that the data is invalid. For example, cut-through module222 may modify the data such that an error detecting code included inthe data, such as a checksum, will invalidate the data at the exchangesystem 130. If the data is successfully validated by validation module222, cut-through module 224 may finish forwarding the received data toexchange system 130.

In some embodiments, cut-through module 224 receives a protocol dataunit corresponding to the TCP/IP link layer (i.e. a frame). In thiscase, cut-through module 224 may begin forwarding the frame to exchangesystem 130 as soon as the exchange system 130 media access controladdress (MAC) is identified. As the frame is received, cut-throughmodule 224 may use validation module 222 to incrementally validate thedata in the frame as it is received, such as performing DMA risk checkson the order itself. If validation module 222 successfully validates theframe, cut-through module 224 forwards the remainder of the framewithout modifying the data included in the frame. However, if validationmodule 222 does not successfully validate the frame, cut-through module224 may modify a portion of the TCP payload which has not yet beentransmitted to exchange system 130 such that the TCP checksum includedin the TCP segment portion of the frame payload will invalidate the TCPsegment at the transport layer of the exchange system 130. For example,cut-through module may modify one or more bytes in the order payloaditself (i.e. the data describing the financial transaction) within theTCP segment which has not yet been forwarded to the exchange system.Furthermore, cut-through module 224 may ensure that the frame's FCS willnot result in the frame being invalidated at the exchange system 130despite the TCP segment having been modified. In particular, cut-throughmodule 224 may recalculate the FCS as the frame data is forwarded suchthat the recalculated FCS will account for any modifications in the TCPsegment and result in successful validation of the frame at the linklayer of the exchange system 130. In the same or different embodiments,cut-through module 224 uses validation module 222 to validate thereceived frame based on error detection codes corresponding to otherTCP/IP layers, and/or additional validation rules corresponding tocut-through module 224, gateway module 220, or broker system 120.Cut-through module 224 or validation module 222 may process the receivedframe in order to individually validate or modify a datagram at anetwork layer, a segment at a link layer, or one or more additionalprotocol data units corresponding to an application layer.

Store and forward module 226 forwards data representing orders receivedby gateway module 220 from client system 110 to exchange system 130using store and forward switching. In particular, store and forwardmodule 226 stores data as it is received in order store 226. Once all ofthe data representing an order has been received and stored in orderstore 240, store and forward module 226 may validate the data usingvalidation module 222. If the data is not successfully validated byvalidation module 222, store and forward module 224 may discard the datarepresenting the order and may additionally terminate the networkconnection with client system 110. If the data is successfully validatedby validation module 222, store and forward module 224 may forward allof the data representing the order to exchange system 130.

FIG. 3 illustrates a process flow 300 for dynamically configuringnetwork gateway 125 to use multiple data processing techniques based ona switch mode parameter, according to an embodiment. Process 300 beginswith network gateway 125 receiving 305 an order from client system 110intended for forwarding to exchange system 130. For example, clientsystem 110 may submit a market order to buy some number of stocks listedon exchange system 130, and network gateway 125 may receive the order asa protocol data unit corresponding to the network protocol of network140 at gateway module 220.

If network gateway 125 determines 310 that the switch mode parametererror threshold has not been reached, then network gateway 125 proceedsto use 315 cut-through switching to forward the received order. Forexample, gateway module may compare a switch mode parametercorresponding to client system 110 stored in switch mode parameter store230 to an unsuccessful validation count also corresponding to clientsystem 110 and stored in switch mode parameter store 230. Usingcut-through switching, network gateway 125 begins 320 forwarding thereceived order to exchange system 130. While receiving the order,network gateway 125 validates 325 the order. For example, validationmodule 222 may use one or more DMA risk checks to ensure the order (i.e.the application data) does not violate any rules. If the order issuccessfully validated, network gateway 125 finishes 340 forwarding theorder to exchange system 130. If the order is not successfullyvalidated, network gateway 125 modifies 330 data included in the ordercorresponding to a transport layer for the network protocol of network140. For example, cut-through module 224 may modify one or more valuesin a TCP header (e.g. a sequence number) of a TCP segment representingthe order such that a TCP checksum in the TCP header will invalidate theTCP segment at the exchange system 130. In addition to modifying thetransport data, network gateway 125 increments 335 an unsuccessfulvalidation count representing the number of orders received from clientsystem 110 which were not successfully validated. Finally, networkgateway 125 finished 340 forwarding the remainder of the received order,including the modified transport data.

If network gateway 125 determines 310 that the switch mode parametererror threshold has been reached, then network gateway 125 proceeds touse 345 store and forward switching to forward the received order. Usingstore and forward switching, network gateway 125 stores 350 the datarepresenting the order as it is received. For example, store and forwardmodule 226 may store the order in order store 240. After having receivedand stored the entire order, network gateway 125 validates 355 the order(e.g. using DMA risk checks, as described above). If the order is notsuccessfully validated, network gateway discards 360 the order. If theorder is successfully validated, network gateway 125 forwards 365 theorder to exchange system 130.

In some embodiments, if network gateway 125 determines that the switchmode parameter error threshold has not been reached, then networkgateway 125 proceeds to terminate a communication session between brokersystem 120 and the client system 110. For example, network gateway 125may terminate the TCP session facilitating communication between theclient system 110 and broker system 120. In this case, orders will nolonger be received from client device 110 and processed by broker system120. Furthermore, network gateway 125 may cancel any previouslyforwarded orders currently pending on exchange system 130 (e.g. a marketorder which has not been executed).

In some embodiments, exchange system 130 transmits a response to networkgateway 125 upon processing an order received from network gateway 125which confirms receipt of the order and the results of any processing ofthe order. For example, if network 140 uses the TCP/IP protocol, thenexchange system 130 responds to client system 110 through networkgateway 125 with an acknowledgment message. In particular, theacknowledgement may be included in the TCP segment header. If networkgateway 125 has modified the TCP segment as described above, then theacknowledgment in the response of exchange system 130 may indicate thatthe TCP segment was not successfully validated based on the TCPchecksum.

Computer System

FIG. 4 illustrates a block diagram representing a computer system,according to one example embodiment. Specifically, FIG. 4 shows adiagrammatic representation of DIE system 120 and client device 110 inthe example form of a computer system 400. The computer system 400 canbe used to execute instructions 424 (e.g., program code or software) forcausing the machine to perform any one or more of the methodologies (orprocesses) described herein. In alternative embodiments, the machineoperates as a standalone device or a connected (e.g., networked) devicethat connects to other machines. In a networked deployment, the machinemay operate in the capacity of a server machine or a client machine in aserver-client system environment (e.g., environment 100), or as a peermachine in a peer-to-peer (or distributed) system environment.

The machine may be a server computer, a client computer, a personalcomputer (PC), a tablet PC, a set-top box (STB), a smartphone, aninternet of things (IoT) appliance, a network router, switch or bridge,or any machine capable of executing instructions 424 (sequential orotherwise) that specify actions to be taken by that machine. Further,while only a single machine is illustrated, the term “machine” shallalso be taken to include any collection of machines that individually orjointly execute instructions 424 to perform any one or more of themethodologies discussed herein.

The example computer system 400 includes one or more processing units(generally processor 402). The processor 402 is, for example, a centralprocessing unit (CPU), a graphics processing unit (GPU), a digitalsignal processor (DSP), a controller, a state machine, one or moreapplication specific integrated circuits (ASICs), one or moreradio-frequency integrated circuits (RFICs), or any combination ofthese. The computer system 400 also includes a main memory 404. Thecomputer system may include a storage unit 416. The processor 402,memory 404, and the storage unit 416 communicate via a bus 408.

In addition, the computer system 400 can include a static memory 406, agraphics display 410 (e.g., to drive a plasma display panel (PDP), aliquid crystal display (LCD), or a projector). The computer system 400may also include alphanumeric input device 412 (e.g., a keyboard), acursor control device 414 (e.g., a mouse, a trackball, a joystick, amotion sensor, or other pointing instrument), a signal generation device418 (e.g., a speaker), and a network interface device 420, which alsoare configured to communicate via the bus 408.

The storage unit 416 includes a machine-readable medium 422 on which isstored instructions 424 (e.g., software) embodying any one or more ofthe methodologies or functions described herein. For example, theinstructions 424 may include the functionalities of modules of thesystem 130 described in FIG. 1. The instructions 424 may also reside,completely or at least partially, within the main memory 404 or withinthe processor 402 (e.g., within a processor's cache memory) duringexecution thereof by the computer system 400, the main memory 404 andthe processor 402 also constituting machine-readable media. Theinstructions 424 may be transmitted or received over a network 426(e.g., network 130) via the network interface device 420.

While machine-readable medium 422 is shown in an example embodiment tobe a single medium, the term “machine-readable medium” should be takento include a single medium or multiple media (e.g., a centralized ordistributed database, or associated caches and servers) able to storethe instructions 424. The term “machine-readable medium” shall also betaken to include any medium that is capable of storing instructions 424for execution by the machine and that cause the machine to perform anyone or more of the methodologies disclosed herein. The term“machine-readable medium” includes, but not be limited to, datarepositories in the form of solid-state memories, optical media, andmagnetic media.

Additional Considerations

The foregoing description of the embodiments of the disclosure has beenpresented for the purpose of illustration; it is not intended to beexhaustive or to limit the disclosure to the precise forms disclosed.Persons skilled in the relevant art can appreciate that manymodifications and variations are possible in light of the abovedisclosure.

Some portions of this description describe the embodiments of thedisclosure in terms of algorithms and symbolic representations ofoperations on information. These algorithmic descriptions andrepresentations are commonly used by those skilled in the dataprocessing arts to convey the substance of their work effectively toothers skilled in the art. These operations, while describedfunctionally, computationally, or logically, are understood to beimplemented by computer programs or equivalent electrical circuits,microcode, or the like. Furthermore, it has also proven convenient attimes, to refer to these arrangements of operations as modules, withoutloss of generality. The described operations and their associatedmodules may be embodied in software, firmware, hardware, or anycombinations thereof.

Any of the steps, operations, or processes described herein may beperformed or implemented with one or more hardware or software modules,alone or in combination with other devices. In one embodiment, asoftware module is implemented with a computer program productcomprising a computer-readable medium containing computer program code,which can be executed by a computer processor for performing any or allof the steps, operations, or processes described.

Embodiments of the disclosure may also relate to an apparatus forperforming the operations herein. This apparatus may be speciallyconstructed for the required purposes, and/or it may comprise ageneral-purpose computing device selectively activated or reconfiguredby a computer program stored in the computer. Such a computer programmay be stored in a tangible computer readable storage medium or any typeof media suitable for storing electronic instructions, and coupled to acomputer system bus. Furthermore, any computing systems referred to inthe specification may include a single processor or may be architecturesemploying multiple processor designs for increased computing capability.

Embodiments of the disclosure may also relate to a computer data signalembodied in a carrier wave, where the computer data signal includes anyembodiment of a computer program product or other data combinationdescribed herein. The computer data signal is a product that ispresented in a tangible medium or carrier wave and modulated orotherwise encoded in the carrier wave, which is tangible, andtransmitted according to any suitable transmission method.

Finally, the language used in the specification has been principallyselected for readability and instructional purposes, and it may not havebeen selected to delineate or circumscribe the inventive subject matter.It is therefore intended that the scope of the disclosure be limited notby this detailed description, but rather by any claims that issue on anapplication based hereon. Accordingly, the disclosure of the embodimentsof the disclosure is intended to be illustrative, but not limiting, ofthe scope of the invention.

1. A computer-implemented method for conveying data forwarded by anetwork gateway is invalid, the method comprising: receiving, by thenetwork gateway, over a network, a protocol data unit addressed to areceiving system, the protocol data unit including transport datacorresponding to a transport layer of the network and application datafor processing by the receiving system; forwarding a first portion ofthe protocol data unit to the receiving system using the networkgateway; responsive to determining, after forwarding the first portion,that the application data is invalid based on one or more risk checks,modifying the transport data such that the transport data will fail atransport layer validation check; forwarding a second portion of theprotocol data unit to the receiving system using the network gateway,the second portion including the modified transport data.
 2. The methodof claim 2, further comprising: configuring the network gateway to use anon-error-propagating data processing technique based on the applicationdata being invalid, the non-error-propagating data processing techniqueincluding validating received data prior to forwarding received data;receiving, by the network gateway, a second protocol data unit addressedto a second receiving system, the second protocol data unit includingsecond transport data corresponding to the transport layer of thenetwork and second application data for processing by the secondreceiving system; responsive to determining, prior to forwarding anyportion of the second protocol data unit, that the second protocol dataunit is invalid based on one or more risk checks of the secondapplication data, not forwarding the second protocol data unit to thereceiving system.
 3. The method of claim 2, wherein configuring thenetwork gateway to use the non-error-propagating data processingtechnique further comprises: responsive to modifying the transport data,incrementing an unsuccessful validation count; comparing theunsuccessful validation count to an unsuccessful validation threshold;and responsive to determining that the unsuccessful validation countexceeds the unsuccessful validation threshold, configuring the networkgateway to use the non-error-propagating data processing technique. 4.The method of claim 3, further comprising: receiving, by the networkgateway, criteria for the receiving system, the criteria specifying athreshold number of unsuccessful validations of transport data permittedby the receiving system; determining, based on the criteria, theunsuccessful validation threshold.
 5. The method of claim 3, furthercomprising: receiving, by the network gateway, the unsuccessfulvalidation threshold from the sending system.
 6. The method of claim 1,further comprising: configuring the network gateway to use anerror-propagating data processing technique.
 7. The method of claim 6,wherein configuring the network gateway to use the non-error-propagatingdata processing technique comprises: terminating a communication sessionbetween the network gateway and the sending system.
 8. The method ofclaim 1, wherein the transport data includes a checksum, and modifyingthe transport data further comprises: modifying, by the network gateway,the checksum such that the transport data will fail the transport layervalidation check.
 9. The method of claim 1, wherein the transport datais a transmission control protocol (TCP) segment.
 10. The method ofclaim 1, wherein the receiving system is a securities exchange and theprotocol data unit describes an order directed at one or more securitiesoffered on the securities exchange.
 11. The method of claim 10, furthercomprising: responsive to determining that the transport data isinvalid, cancelling a set of pending orders forwarded by the networkgateway to the securities exchange.
 12. The method of claim 1, whereinthe method is performed by a single, integrated circuit.
 13. Anon-transitory computer-readable storage medium storing instructionsthat, when executed by a network gateway, cause the network gateway toperform operations comprising: receiving, by the network gateway, over anetwork, a protocol data unit addressed to a receiving system, theprotocol data unit including transport data corresponding to a transportlayer of the network and application data for processing by thereceiving system; forwarding a first portion of the protocol data unitto the receiving system using the network gateway; responsive todetermining, after forwarding the first portion, that the applicationdata is invalid based on one or more risk checks, modifying thetransport data such that the transport data will fail a transport layervalidation check; forwarding a second portion of the protocol data unitto the receiving system using the network gateway, the second portionincluding the modified transport data.
 14. The computer-readable storagemedium of claim 13, wherein the operations further comprise: configuringthe network gateway to use a non-error-propagating data processingtechnique based on the application data being invalid, thenon-error-propagating data processing technique including validatingreceived data prior to forwarding received data; receiving, by thenetwork gateway, a second protocol data unit addressed to a secondreceiving system, the second protocol data unit including secondtransport data corresponding to the transport layer of the network andsecond application data for processing by the second receiving system;responsive to determining, prior to forwarding any portion of the secondprotocol data unit, that the second protocol data unit is invalid basedon one or more risk checks of the second application data, notforwarding the second protocol data unit to the receiving system. 15.The computer-readable storage medium of claim 14, wherein configuringthe network gateway to use the error-propagating data processingtechnique further comprises: responsive to modifying the transport data,incrementing an unsuccessful validation count; comparing theunsuccessful validation count to an unsuccessful validation threshold;and responsive to determining that the unsuccessful validation countexceeds the unsuccessful validation threshold, configuring the networkgateway to use the non-error-propagating data processing technique. 16.The computer-readable storage medium of claim 15, wherein the operationsfurther comprise: receiving, by the network gateway, criteria for thereceiving system, the criteria specifying a threshold number ofunsuccessful validations of transport data permitted by the receivingsystem; determining, based on the criteria, the unsuccessful validationthreshold.
 17. The computer-readable storage medium of claim 15, whereinthe operations further comprise: receiving, by the network gateway, theunsuccessful validation threshold from the sending system.
 18. Thecomputer-readable storage medium of claim 13, wherein the operationsfurther comprise: configuring the network gateway to use anerror-propagating data processing technique.
 19. The computer-readablestorage medium of claim 18, wherein configuring the network gateway touse the non-error-propagating data processing technique comprises:terminating a communication session between the network gateway and thesending system.
 20. The computer-readable storage medium of claim 13,wherein the transport data includes a checksum, and modifying thetransport data further comprises: modifying, by the network gateway, thechecksum such that the transport data will fail the transport layervalidation check.